+642.3%
LYB vs UPRO
+6,109.0%
-5,466.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | +4.0% | -5.0% | +9.1% | +6.0% |
| 3M | +2.4% | +7.5% | -5.1% | -2.2% |
| 6M | -1.4% | +33.2% | -34.7% | -16.1% |
| YTD | +53.9% | +27.7% | +26.2% | +32.9% |
| 1Y | +26.1% | +43.0% | -17.0% | +3.1% |
| 3Y | -21.0% | +224.4% | -245.5% | -58.1% |
| 5Y | -0.7% | +135.9% | -136.6% | -46.8% |
| 10Y | +49.3% | +1,232.5% | -1,183.3% | -72.2% |
| All | +642.3% | +6,109.0% | -5,466.7% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling